Last Update: 24 Sep 2020 0:15 GMT+0
The Egypt 10Y Government Bond has a 15.090% yield.
10 Years vs 2 Years bond spread is 64.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 9.25% (last modification in March 2020).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 439.37 and implied probability of default is 7.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 77.7 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 37.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 64.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 9.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 439.37 | +6.48 % | +2.83 % | +64.08 % | 7.32 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 14.047% | -7.4 bp | -48.2 bp | ||||||
| 6 months | 13.894% | -11.6 bp | -236.9 bp | ||||||
| 9 months | 13.735% | -22.2 bp | -216.3 bp | ||||||
| 1 year | 13.664% | -53.0 bp | -199.1 bp | 87.98 | +0.47 % | +1.76 % | |||
| 2 years | 14.441% | -1.9 bp | -143.8 bp | 76.35 | +0.03 % | +2.52 % | |||
| 3 years | 14.547% | -5.1 bp | -120.7 bp | 66.53 | +0.12 % | +3.18 % | |||
| 5 years | 14.813% | +3.4 bp | -84.3 bp | 50.12 | -0.16 % | +3.73 % | |||
| 7 years | 14.955% | +6.8 bp | -42.2 bp | 37.70 | -0.40 % | +2.61 % | |||
| 10 years | 15.090% | +11.6 bp | -3.1 bp | 24.53 | -0.97 % | +0.29 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 15.090% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1560.1 bp | +13.4 | +12.8 | ||
| France 10Y | 1533.1 bp | +16.4 | +36.9 | ||
| Japan 10Y | 1508.4 bp | +13.0 | +1.3 | ||
| United Kingdom 10Y | 1486.4 bp | +9.9 | +19.0 | ||
| Spain 10Y | 1486.3 bp | +21.3 | +61.0 | ||
| Canada 10Y | 1453.5 bp | +12.1 | +28.5 | ||
| United States 10Y | 1441.8 bp | +9.8 | +15.5 | ||
| Italy 10Y | 1424.3 bp | +27.7 | +68.8 | ||
| Australia 10Y | 1422.5 bp | +13.4 | +6.3 | ||
| China 10Y | 1197.9 bp | +2.3 | -43.1 | ||
| India 10Y | 910.0 bp | +34.7 | +28.3 | ||
| Russia 10Y | 880.5 bp | +1.1 | +85.4 | ||
| Brazil 10Y | 785.1 bp | -23.3 | +218.6 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 15.090% | 24.53 | 29.53 | 39.53 | 49.53 | 59.54 | 69.54 | |
| 7 years | 14.955% | 37.70 | 41.86 | 50.19 | 58.53 | 66.86 | 75.19 | |
| 5 years | 14.813% | 50.12 | 53.49 | 60.23 | 66.96 | 73.69 | 80.43 | |
| 3 years | 14.547% | 66.53 | 68.84 | 73.44 | 78.04 | 82.64 | 87.24 | |
| 2 years | 14.441% | 76.35 | 77.99 | 81.27 | 84.54 | 87.82 | 91.09 | |
| 1 year | 13.664% | 87.98 | 88.86 | 90.62 | 92.38 | 94.14 | 95.90 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||